Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47847.58 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46452.63 Kr¶

PnL: ---------------------------------------> -435.94 Kr¶

DD now: ---------------------------------> -1.609 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 15:38:21.045420'

Anic Portfolio¶

Today¶

Return: -0.136 %¶

This Week¶

Return: -0.136 %¶

Total¶

Return: 56.641 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.480000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 2.160000 2814.000000 178.000000 6.750000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 0.770000 597.840000 40.840000 7.330000 557.000004
Corem Property Group B 59 0.670000 617.730000 40.730000 7.060000 576.999999
MedCap 2 3.150000 459.000000 38.000000 9.030000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.020000 392.100000 37.100000 10.450000 355.000000
HMS Networks 2 3.620000 709.600000 36.600000 5.440000 673.000000
Boozt 12 0.210000 1689.600000 35.600000 2.150000 1653.999996
Resurs Holding 22 -0.150000 600.160000 26.160000 4.560000 573.999998
OEM International B 7 0.380000 548.100000 20.100000 3.810000 527.999997
Norva24 Group 16 0.290000 561.600000 18.600000 3.430000 543.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
SAAB B 8 -1.350000 3393.600000 16.600000 0.490000 3377.000000
Intrum 4 1.420000 543.600000 16.600000 3.150000 527.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.570000 543.600000 11.600000 2.180000 532.000000
Securitas B 6 2.130000 576.000000 6.000000 1.050000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 -0.110000 566.700000 2.700000 0.480000 564.000000
CTEK 13 0.930000 534.950000 0.950000 0.180000 533.999999
Samhällsbyggnadsbo. i Norden D 12 1.990000 245.760000 -0.240000 -0.100000 246.000000
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.090000 544.500000 -1.500000 -0.270000 546.000000
Essity B 2 -2.360000 563.800000 -10.200000 -1.780000 574.000000
Nordea Bank Abp 29 -0.200000 3441.720000 -12.280000 -0.360000 3453.999992
Midsona B 63 1.570000 568.890000 -14.110000 -2.420000 582.999984
Essity A 4 -1.570000 1132.000000 -17.000000 -1.480000 1149.000000
International Petroleum Corp. 5 4.290000 571.500000 -23.070000 -3.880000 594.565215
Sampo Oyj SDB 7 -0.550000 3822.000000 -28.000000 -0.730000 3850.000000
Vivesto 1368 -0.980000 551.030000 -61.970000 -10.110000 612.999432
Axfood 13 -0.280000 3650.400000 -105.600000 -2.810000 3756.000001
OX2 18 -0.930000 1435.500000 -228.500000 -13.730000 1663.999992
Fasadgruppen Group 35 0.100000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 0.000000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46452.630000 -435.940000 -1.6087% 46888.564618

Updated:¶

'2023-01-23 15:38:33.227858'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶